+152.0%
GE vs FTV
+109.2%
+42.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.7% | +3.9% | -1.2% | +0.2% |
| 30D | +8.1% | +18.7% | -10.6% | -3.0% |
| 3M | -7.9% | +10.0% | -17.9% | -13.5% |
| 6M | +12.9% | +14.6% | -1.7% | +2.7% |
| YTD | +8.2% | +23.4% | -15.3% | -7.7% |
| 1Y | +9.7% | +31.3% | -21.6% | -10.5% |
| 3Y | +266.1% | +39.8% | +226.3% | +179.0% |
| 5Y | +407.4% | +17.7% | +389.7% | +327.5% |
| All | +152.0% | +109.2% | +42.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling